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Interday and intraday stock trading using probabilistic adaptive mapping developmental genetic programming and linear genetic programming

Wilson, Garnett; Banzhaf, Wolfgang - In: Natural computing in computational finance : volume 3 ; …, (pp. 191-212). 2010

Persistent link: https://www.econbiz.de/10009514537

On predictability and profitability : would GP induced trading rules be sensitive to the observed entropy of time series?

Navet, Nicolas; Chen, Shu-Heng - In: Natural computing in computational finance ; [the …, (pp. 197-210). 2008

Persistent link: https://www.econbiz.de/10009515168

Essays on market frictions and model misspecification in asset pricing

Seeger, Norman - 2009

Persistent link: https://www.econbiz.de/10003863665

A study of the predictve performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange : sensitivity analysis and impli...

Milionis, Alexandros E.; Papanagiotou, Evangelia - In: Applied financial economics 19 (2009) 13/15, pp. 1171-1186

This work examines the variation of the simple Moving Average (MA) trading rule performance as a function of the MA length in New York Stock Exchange (NYSE), Athens Stock Exchange (ASE) and Vienna Stock Exchange (VSE) using daily data from May 1993 to April 2005. Results show that changes of the...

Persistent link: https://www.econbiz.de/10003886017